week

date

Closin
g
Price
Sk

ln(Sk+
1)

ln(Sk)

ln(Sk+
1)ln(Sk)

log
return
s

07-07-2014

501.9

6.3332
8
6.3236
42

6.2184
01
6.3332
8

14-07-2014

563

21-07-2014

557.6

6.3076
43

6.3236
42

28-07-2014

548.7
5

6.2873
01

6.3076
43

04-08-2014

537.7

11-08-2014

541.7

6.2947
12
6.2873
94

6.2873
01
6.2947
12

18-08-2014

537.7
5

6.2405
68

6.2873
94

25-08-2014

01-09-2014

513.1
5
513.4

10

08-09-2014

515.9
5

6.2410
55
6.2460
1
6.2363
7

6.2405
68
6.2410
55
6.2460
1

11

15-09-2014

511

6.1617
35

6.2363
7

12

22-09-2014

474.2
5

6.1065
77

6.1617
35

13

29-09-2014

448.8

6.1049
05

6.1065
77

14

06-10-2014

448.0
5

6.1037
88

6.1049
05

15

13-10-2014

16

20-10-2014

17

27-10-2014

447.5
5
457.1
5
490

6.1250
12
6.1944
05
6.1557
07

6.1037
88
6.1250
12
6.1944
05

18

03-11-2014

471.4

19

10-11-2014

478.1
5

6.1699
24
6.1375
11

6.1557
07
6.1699
24

20

17-11-2014

462.9

6.1598

6.1375

0.1148
79
0.0096
4
-0.016

0.0203
4
0.0074
12
0.0073
2
0.0468
3
0.0004
87
0.0049
55
0.0096
4
0.0746
3
0.0551
6
0.0016
7
0.0011
2
0.0212
23
0.0693
94
0.0387
0.0142
18
0.0324
1
0.0223

11.487
87
0.9637
8
1.5998
9
2.0342
2
0.7411
56
0.7318
6
4.6825
6
0.0487
07
0.4954
59
0.9640
3
7.4635
5.5157
3
0.1672
5
0.1116
6
2.1223
3
6.9393
83
3.8698
4
1.4217
5
3.2413
4
2.2324

21

24-11-2014

473.3
5

35
6.1337
23

11
6.1598
35

22

01-12-2014

461.1
5

5.9981
92

6.1337
23

23

08-12-2014

402.7

24

15-12-2014

405.4
5

6.0049
98
5.9870
8

5.9981
92
6.0049
98

25

22-12-2014

26

29-12-2014

398.2
5
410.7
5

6.0179
85
5.9905
89

5.9870
8
6.0179
85

27

05-01-2015

399.6
5

5.9490
79

5.9905
89

28

12-01-2015

383.4

29

19-01-2015

403.1

5.9991
85
5.9673

5.9490
79
5.9991
85

30

26-01-2015

390.4
5

5.9098
48

5.9673

31

02-02-2015

368.6
5

5.9041
35

5.9098
48

32

09-02-2015

33

16-02-2015

366.5
5
374.7

5.9261
26
5.8597
89

5.9041
35
5.9261
26

34

23-02-2015

350.6
5

5.8384
59

5.8597
89

35

02-03-2015

343.2
5

5.7884
3

5.8384
59

36

09-03-2015

326.5

37

16-03-2015

328.7

5.7951
45
5.7528
9

5.7884
3
5.7951
45

38

23-03-2015

315.1

39

30-03-2015

323.6
5

5.7796
63
5.8368
55

5.7528
9
5.7796
63

24
0.0261
1
0.1355
3
0.0068
06
0.0179
2
0.0309
05
0.0274
0.0415
1
0.0501
06
0.0318
8
0.0574
5
0.0057
1
0.0219
91
0.0663
4
0.0213
3
0.0500
3
0.0067
16
0.0422
6
0.0267
73
0.0571
93

02
2.6111
7
13.553
2
0.6805
69
1.7917
6
3.0904
81
2.7395
6
4.1510
3
5.0105
84
3.1884
8
5.7452
2
0.5712
7
2.1990
77
6.6337
1
2.1329
5
5.0029
1
0.6715
53
4.2255
4
2.6772
64
5.7192
74

40

06-04-2015

342.7

5.8464
39
5.9148
53
5.8870
76

5.8368
55
5.8464
39
5.9148
53

41

13-04-2015

346

42

20-04-2015

370.5

43

27-04-2015
04-05-2015

360.3
5
366.7

5.9045
44
5.8974
29

5.8870
76
5.9045
44

44

45

11-05-2015

364.1

5.8327
62

5.8974
29

46

18-05-2015

341.3

5.7945
37

5.8327
62

47

25-05-2015

328.5

5.7368
95

5.7945
37

48

01-06-2015

310.1

5.6955
82

5.7368
95

49

08-06-2015

50

15-06-2015

297.5
5
304.9
5

5.7201
48
5.6992
72

5.6955
82
5.7201
48

51

22-06-2015

5.7077
74

52

29-06-2015

298.6
5
301.2

5.6992
72
5.7077
74

0.0095
83
0.0684
15
0.0277
8
0.0174
68
0.0071
2
0.0646
7
0.0382
3
0.0576
4
0.0413
1
0.0245
66
0.0208
8
0.0085
02

0.9583
35
6.8414
67
2.7777
7
1.7468
29
0.7115
5
6.4666
7
3.8225
5.7642
4.1312
5
2.4565
55
2.0875
5
0.8502
18

Statistics
logreturns_tatasteel_percentage
N

Valid
Missing

Mean

51
0
-1.0012282

Std. Error of Mean

.59226665

Median

-.9637769

Std. Deviation
Variance

4.22962990
17.890

Skewness

.161

Std. Error of Skewness

.333

Kurtosis
Std. Error of Kurtosis
Range

1.557
.656
25.04102

Minimum

-13.55315

Maximum

11.48787